Quickest Change Detection of Time Inconsistent Anticipatory Agents. Human-Sensor and Cyber-Physical Systems
Quickest Change Detection of Time Inconsistent Anticipatory Agents. Human-Sensor and Cyber-Physical Systems
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DOI：
10.1109/tsp.2021.3050977
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发表时间：
2020-03
影响因子：
5.4
通讯作者：
V. Krishnamurthy
中科院分区：
文献类型：
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作者：
V. Krishnamurthy
在行为经济学中，人类决策者被建模为通过考虑未来决策（计划）的可能性来做出决策的预期代理人。我们认为网络物理系统涉及预期代理和统计检测之间的相互作用。一个传感装置记录了一个先行者的决定。给定这些决定，传感装置如何实现对预期系统中的变化的最快检测？从决策理论的角度来看，预期模型是时间不一致的，这意味着贝尔曼的最优性原则不成立。适当的形式主义是子博弈纳什均衡。我们发现，预期代理和顺序最快的检测结果之间的相互作用，在不寻常的（非凸）结构的最快变化检测策略。我们的方法产生了一个有用的框架，态势感知系统和预期的人类决策者与顺序检测器进行交互。
In behavioral economics, human decision makers are modeled as anticipatory agents that make decisions by taking into account the probability of future decisions (plans). We consider cyber-physical systems involving the interaction between anticipatory agents and statistical detection. A sensing device records the decisions of an anticipatory agent. Given these decisions, how can the sensing device achieve quickest detection of a change in the anticipatory system? From a decision theoretic point of view, anticipatory models are time inconsistent meaning that Bellman's principle of optimality does not hold. The appropriate formalism is the subgame Nash equilibrium. We show that the interaction between anticipatory agents and sequential quickest detection results in unusual (nonconvex) structure of the quickest change detection policy. Our methodology yields a useful framework for situation awareness systems and anticipatory human decision makers interacting with sequential detectors.